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QIDX vs. DEUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QIDX vs. DEUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Indexperts Quality Earnings Focused ETF (QIDX) and Xtrackers Russell US Multifactor ETF (DEUS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QIDX achieves a 7.83% return, which is significantly lower than DEUS's 11.57% return.


QIDX

1D
-0.33%
1M
1.28%
YTD
7.83%
6M
6.85%
1Y
12.09%
3Y*
5Y*
10Y*

DEUS

1D
-0.33%
1M
1.48%
YTD
11.57%
6M
10.83%
1Y
18.59%
3Y*
15.98%
5Y*
9.71%
10Y*
11.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QIDX vs. DEUS - Yearly Performance Comparison


Correlation

The correlation between QIDX and DEUS is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.89

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2025

0.90

The correlation between QIDX and DEUS has been stable across timeframes, ranging from 0.89 to 0.90 - a consistent structural relationship.

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Return for Risk

QIDX vs. DEUS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

QIDX
QIDX Risk / Return Rank: 3535
Overall Rank
QIDX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
QIDX Sortino Ratio Rank: 3333
Sortino Ratio Rank
QIDX Omega Ratio Rank: 3030
Omega Ratio Rank
QIDX Calmar Ratio Rank: 3838
Calmar Ratio Rank
QIDX Martin Ratio Rank: 4040
Martin Ratio Rank

DEUS
DEUS Risk / Return Rank: 5656
Overall Rank
DEUS Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
DEUS Sortino Ratio Rank: 5454
Sortino Ratio Rank
DEUS Omega Ratio Rank: 4949
Omega Ratio Rank
DEUS Calmar Ratio Rank: 6060
Calmar Ratio Rank
DEUS Martin Ratio Rank: 6262
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

QIDX vs. DEUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Indexperts Quality Earnings Focused ETF (QIDX) and Xtrackers Russell US Multifactor ETF (DEUS). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


QIDXDEUSDifference
Sharpe ratioReturn per unit of total volatility

-0.58

Sortino ratioReturn per unit of downside risk

-0.83

Omega ratioGain probability vs. loss probability

1.19

1.29

-0.10

Calmar ratioReturn relative to maximum drawdown

1.75

2.73

-0.98

Martin ratioReturn relative to average drawdown

5.80

10.35

-4.55

QIDX vs. DEUS - Sharpe Ratio Comparison

The current QIDX Sharpe Ratio is 1.10, which is lower than the DEUS Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of QIDX and DEUS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

QIDX vs. DEUS - Drawdown Comparison

The maximum QIDX drawdown since its inception was -14.99%, smaller than the maximum DEUS drawdown of -40.47%. Use the drawdown chart below to compare losses from any high point for QIDX and DEUS.


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Drawdown Indicators


QIDXDEUSDifference

Max Drawdown

Largest peak-to-trough decline

-14.99%

-40.47%

+25.48%

Max Drawdown (1Y)

Largest decline over 1 year

-6.92%

-6.83%

-0.09%

Max Drawdown (3Y)

Largest decline over 3 years

-16.69%

Max Drawdown (5Y)

Largest decline over 5 years

-20.89%

Max Drawdown (10Y)

Largest decline over 10 years

-40.47%

Current Drawdown

Current decline from peak

-1.29%

-1.12%

-0.17%

Average Drawdown

Average peak-to-trough decline

-2.24%

-4.32%

+2.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.09%

1.80%

+0.29%

Volatility

QIDX vs. DEUS - Volatility Comparison

The current volatility for Indexperts Quality Earnings Focused ETF (QIDX) is 3.01%, while Xtrackers Russell US Multifactor ETF (DEUS) has a volatility of 3.20%. This indicates that QIDX experiences smaller price fluctuations and is considered to be less risky than DEUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QIDXDEUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.01%

3.20%

-0.19%

Volatility (6M)

Calculated over the trailing 6-month period

8.53%

8.38%

+0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

11.15%

11.22%

-0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.54%

15.56%

-1.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.54%

17.97%

-3.43%

QIDX vs. DEUS - Expense Ratio Comparison

QIDX has a 0.50% expense ratio, which is higher than DEUS's 0.17% expense ratio.


Dividends

QIDX vs. DEUS - Dividend Comparison

QIDX's dividend yield for the trailing twelve months is around 0.85%, less than DEUS's 1.43% yield.


PositionTTM2025202420232022202120202019201820172016
DEUS
Xtrackers Russell US Multifactor ETF
1.43%1.59%1.36%1.49%1.74%1.14%1.61%1.65%1.77%1.31%2.75%
QIDX
Indexperts Quality Earnings Focused ETF
0.85%0.84%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


QIDX and DEUS have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DEUS has higher volatility (3.20%) compared to QIDX (3.01%). In terms of maximum drawdown, QIDX dropped -14.99% vs DEUS's -40.47%.

On 1-year performance, DEUS leads with 18.59% vs 12.09% for QIDX. On fees, DEUS is cheaper at 0.17% per year. On volatility, QIDX has been the lower-risk option at 3.01%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, DEUS has performed better with a 18.59% return vs 12.09%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DEUS is cheaper with a 0.17% expense ratio, compared with 0.50% for QIDX.

DEUS has the higher dividend yield at 1.43%, compared with 0.85% for QIDX.

They also come from different issuers: Indexperts and Xtrackers. Their fees differ too: 0.50% for QIDX and 0.17% for DEUS.

DEUS currently has the higher Sharpe Ratio (1.67 vs 1.10), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for QIDX and DEUS

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